+911.5%
BE vs HBM
+419.1%
+492.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.8% |
| 7D | +20.0% | -6.4% | +26.3% | +23.7% |
| 30D | +7.9% | +5.9% | +2.0% | +4.2% |
| 3M | -13.2% | -8.9% | -4.3% | -9.5% |
| 6M | +53.5% | +10.7% | +42.8% | +43.8% |
| YTD | +191.0% | +38.3% | +152.8% | +144.2% |
| 1Y | +360.5% | +121.3% | +239.2% | +212.1% |
| 3Y | +1,568.0% | +450.6% | +1,117.4% | +601.0% |
| 5Y | +1,055.2% | +338.0% | +717.2% | +404.9% |
| All | +911.5% | +419.1% | +492.4% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling